/Engine/Source/Developer/AssetTools/Public/IAssetTools.h
Opens an asset picker dialog and creates an asset with the path chosen in the dialog
[UObject](API\Runtime\CoreUObject\UObject\UObject) * CreateAssetWithDialog ( [UClass](API\Runtime\CoreUObject\UObject\UClass) * AssetClass, [UFactory](API\Editor\UnrealEd\Factories\UFactory) * Factory, [FName](API\Runtime\Core\UObject\FName) CallingContext )